The Darwin is a “Core” portfolio of  five assets that is adjusted periodically to maintain risk parity as asset volatilities change. This is supplemented by a 10% position in a volatility ETF for a little diversification. The portfolio is also leveraged ~35%. Current

The Darwin Portfolio is a “Core” portfolio of fixed assets that is only adjusted when holdings move out of range by more than 20% of the calculated risk-parity allocations. Current calculated allocations, based on a very aggressive 10% volatility target and allowing 25% leverage, look like this: While

The Darwin Portfolio is a “Buy-And-Hold” Portfolio, adjusted occasionally (~quarterly), for risk parity. Performance since inception has been poor: or, in stacked format: At present the portfolio is holding 9 shares in VTI, 18 shares in

The Darwin Portfolio is a “Buy-and Hold with periodic rebalancing” portfolio based on the Ray Dalio/Bridgewater Associates investment model. Performance of this portfolio since inception (possibly bad timing) is shown below: or, in “stacked” format: Based on current prices the recommended/calculated  holdings are shown below: The

Last week I took an early look at the Darwin Portfolio and, while I don’t like to change too many parameters for these reviews (so as to provide a reasonable example of performance that might be expected from use of the various models used), I decided that the

The Darwin Portfolio is a relatively inert portfolio in that all assets in the portfolio quiver are held continuously (Buy-and-Hold) in allocations designed to keep the risk from each asset at defined levels as calculated from volatility measurements over time. Throughout most of 2022 I